Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-17 0.524365 0.589429 0.663630 0.755469 0.867441 1.001357 1.176518
2025-08-24 0.439807 0.517680 0.613077 0.741254 0.913454 1.143981 1.489720
2025-08-31 0.407357 0.498074 0.616132 0.786746 1.037807 1.414187 2.069960
2025-09-07 0.367303 0.460997 0.588202 0.782048 1.087821 1.590284 2.589539
2025-09-14 0.333514 0.427064 0.558324 0.767021 1.115783 1.736718 3.135539
2025-09-21 0.308941 0.402616 0.537951 0.761599 1.156181 1.916365 3.871180
2025-09-28 0.285745 0.377499 0.513127 0.744285 1.170737 2.049880 4.604910
2025-10-05 0.280261 0.377533 0.526145 0.791250 1.314793 2.517985 6.860998
2025-10-12 0.281139 0.386954 0.554711 0.870130 1.546287 3.334751 12.298786
2025-10-19 0.265100 0.368473 0.535175 0.856476 1.573381 3.613111 16.084257
2025-10-26 0.253372 0.355864 0.524189 0.857486 1.635090 4.043922 23.239752
2025-11-02 0.238372 0.336867 0.500394 0.829493 1.618668 4.200119 29.168984
2025-11-09 0.220300 0.312590 0.466915 0.780861 1.547723 4.152281 33.351913
2025-11-16 0.208502 0.297971 0.449484 0.763708 1.557391 4.449477 48.876483
2025-11-23 0.206503 0.299476 0.461107 0.810217 1.758569 5.827424 186.919019
2025-11-30 0.197950 0.289222 0.450043 0.804846 1.807207 6.535434 650.038515
2025-12-07 0.188895 0.277531 0.435289 0.788970 1.818906 7.065844 5098.289621
2025-12-14 0.181773 0.268773 0.425422 0.783231 1.863231 7.917744 NaN
2025-12-21 0.173853 0.258168 0.411177 0.765152 1.860556 8.445071 NaN
2025-12-28 0.173559 0.261023 0.423489 0.814091 2.120269 12.067859 NaN
2026-01-04 0.176030 0.268988 0.446846 0.896436 2.568690 21.337861 NaN
2026-01-11 0.169601 0.260207 0.434874 0.882166 2.594227 24.279613 NaN
2026-01-18 0.164894 0.254385 0.428699 0.883219 2.695108 30.366280 NaN